+71.7%
HST vs SWK
-38.7%
+110.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | -1.0% | -0.4% | -0.6% | -0.8% |
| 30D | -12.3% | -5.7% | -6.5% | -10.2% |
| 3M | -6.4% | +24.1% | -30.4% | -15.0% |
| 6M | +15.0% | +24.7% | -9.7% | +3.6% |
| YTD | +30.5% | +33.9% | -3.4% | +13.8% |
| 1Y | +35.7% | +34.7% | +1.0% | +17.1% |
| 3Y | +68.4% | +15.3% | +53.1% | +49.4% |
| All | +71.7% | -38.7% | +110.5% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling